Derivative report 16 july 2014

Page 1

DAILY DERIVATIVE REPORT 16TH JULY 2014


DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

PARTICULARS

CMP

PRE CLOSE

%CHANGE

S1-7455

R1- 7545

NIFTY SPOT

7526.65

7454.15

0.97

S2-7420

R2-7625

NIFTY FUTURES

7533.55

7475.80

0.77

NIFTY

TREND BULLISH

STRATEGY BUY ON DIPS

S3

S2

S1

7354

7435

7484

PIVOT POINTS P 7516

R1

R2

R3

7565

7597

7678


DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP 31ST JULY 2014 SYMBOL

SUPPORT

RESISTANCE

S1-14405

R1-15000

S2-14300

R2-15450

BANK NIFTY

PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES

CMP

PRE CLOSE

%CHANGE

14891.90

14489.75

2.78

14925.60

14560.75

2.51

TREND BULLISH S3 14059

S2 14444

STRATEGY BUY ON DIPS S1

PIVOT POINTS P

R1

R2

R3

14684

14829

15070

15214

15599


DAILY DERIVATIVE REPORT

FUTURE’s FRONT Long Build Up (Fresh Longs) Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

BHARATFORG

2,506.00

2,787.00

11.2

686.15

6.1

POWERGRID

13,126.00

14,547.00

10.8

136.00

1.3

SRTRANSFIN

1,668.00

1,844.00

10.6

911.50

3.4

SYNDIBANK

2,342.00

2,565.00

9.5

154.95

6.2

Short-Covering Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

ABIRLANUVO

5,250.00

5,062.00

[3.6]

1,395.50

2.4

APOLLOTYRE

5,303.00

5,201.00

[1.9]

180.85

4.9

MCDOWELL-N

47,888.00

47,286.00

[1.3]

2,369.20

1.2

ACC

3,435.00

3,394.00

[1.2]

1,417.50

1.4

Short –Build Up Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

HEROMOTOCO

6,570.00

7,178.00

9.3

2,418.00

[1.1]

JUSTDIAL

1,480.00

1,571.00

6.2

1,553.20

[2.4]

DRREDDY

12,729.00

13,268.00

4.2

2,636.95

[1.9]

HDFC

27,764.00

28,439.00

2.4

979.00

[1.0]

Long Unwinding Open Interest Price Script

Prev. OI

Cur. OI

% Chg. OI

LTP

Price % Chg

LUPIN

26,009.00

25,907.00

[0.4]

1,061.40

[0.0]

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-


DAILY DERIVATIVE REPORT

Top Gainers: Future Contract Type

Underlying

Exp. Date

Last Price

Chg (%)

OI ('000s)

FUTSTK

VOLTAS

28-Aug-14

202.50

7.6

170.00

FUTSTK

VOLTAS

31-Jul-14

203.85

7.5

7,060.00

FUTSTK

RELINFRA

31-Jul-14

772.00

7.4

6,810.00

FUTSTK

RELINFRA

28-Aug-14

773.35

6.9

240.00

Top Losers: Future Contract Type FUTSTK

Underlying UNITECH

Exp. Date 25-Sep-14

Last Price 26.55

Chg (%) [21.1]

OI ('000s) 68.00

FUTSTK

NMDC

25-Sep-14

168.80

[9.6]

6.00

FUTSTK

DRREDDY

25-Sep-14

2,651.00

[3.2]

0.38

FUTSTK

HINDALCO

25-Sep-14

171.10

[2.6]

48.00

FII Trends In Future Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX FUTURES

63,774

78,201

[533.84]

294.723

10,965

STOCK FUTURES

124,951

108,199

672.18

1,556.380

54,116


DAILY DERIVATIVE REPORT

OPTION’s FRONT

Top Gainers: Options Inst Type OPTIDX

NIFTY

Expiry Date 25-Sep-14

Last Price[Rs.] 12.00

Strike Price[Rs.] 6,700.00

OPTSTK

DRREDDY

31-Jul-14

5.10

2,400.00

PE

OPTSTK

RELIANCE

31-Jul-14

2.75

1,240.00

CE

OPTSTK

SYNDIBANK

31-Jul-14

2.95

147.50

PE

LT

Expiry Date 31-Jul-14

Last Price[Rs.] 0.05

Strike Price[Rs.] 1,300.00

OPTSTK

COALINDIA

31-Jul-14

0.05

435.00

CE

OPTSTK

PNB

31-Jul-14

0.05

1,140.00

CE

OPTSTK

JINDALSTEL

31-Jul-14

0.30

375.00

CE

Underlying

OPT Type PE

Top Looser: Options Inst Type OPTSTK

Underlying

OPT Type PE

FII Trends In Options Script

BUY [RS.CR]

SELL [RS.CR]

NET POSITIONS [RS.CR]

CONTRACTS ['000S]

VALUE [RS.CR]

INDEX OPTIONS

648,759

623,061

863.64

1,593.016

59,278

STOCK OPTIONS

108,050

110,429

[68.34]

115.823

4,172


DAILY DERIVATIVE REPORT

PUT CALL RATIO: STOCK OPTION (OI WISE) PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE) SCRIPT ITC

PUT 7,224,000.00

CALL 4,975,000.00

RATIO 1.45

BATAINDIA

14,500.00

12,000.00

1.21

JUSTDIAL

18,750.00

16,750.00

1.12

SUNPHARMA

583,000.00

666,000.00

0.88

PUT CALL RATIO: STOCK OPTION (VOLUME WISE) SCRIPT DISHTV

PUT 680,000.00

CALL 96,000.00

RATIO 7.08

DIVISLAB

1,000.00

250.00

4.00

JUSTDIAL

5,750.00

2,375.00

2.42

BATAINDIA

10,250.00

5,000.00

2.05

PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE) SCRIPT BANKNIFTY

PUT 2,163,650.00

CALL 2,818,925.00

RATIO 0.77

NIFTY

35,083,250.00

47,906,850.00

0.73

-

-

-

-

PUT CALL RATIO: INDEX FUTURES (VOLUME WISE) SCRIPT NIFTY

PUT 70,818,950.00

CALL 95,373,850.00

RATIO 0.74

BANKNIFTY

3,130,200.00

4,340,550.00

0.72

-

-

-

-


DAILY DERIVATIVE REPORT

DISCLAIMER The information and views in this report, our website & all the service we provide are believed to be reliable, but we do not accept any responsibility (or liability) for errors of fact or opinion. Users have the right to choose the product/s that suits them the most. Use of this report in no way constitutes a client/advisor relationship, all information we communicate to you (the subscriber) either through our Web site or other forms of communications, are purely for informational purposes only. We recommend seeking individual investment advice before making any investment, for you are assuming sole liability for your investments. Capital Stars will in no way have discretionary authority over your trading or investment accounts. All rights reserved.

CONTACT US

OFFICE: - +91 731 4757600 MOB: +91 92000 99927 PHONE: +91 731 6790000 Email: info@capitalstars.com

CAPITAL STARS FINANCIAL RESEARCH PRIVATE LIMITED PLOT NO. 12, SCHEME NO. 78, PART II VIJAYNAGAR INDORE 452001 (MP)


Turn static files into dynamic content formats.

Create a flipbook
Issuu converts static files into: digital portfolios, online yearbooks, online catalogs, digital photo albums and more. Sign up and create your flipbook.